### Name: VaR.backtest
### Title: Backtest of VaR Estimation
### Aliases: VaR.backtest
### Keywords: htest

### ** Examples

data(exchange.rates)
attach(exchange.rates)
y <- USDJPY[!is.na(USDJPY)]
z <- VaR.norm(y)
VaR.backtest(z$cdata, z$VaR, p = 0.01)
detach(exchange.rates)



